Responsibilities:

• Conduct rigorous quantitative research to identify alpha-generating trading strategies across various asset classes.
• Develop and refine systematic trading models using advanced statistical, mathematical and machine learning techniques.
• Collaborate closely with portfolio managers and other members of the research team to optimize trading strategies and enhance portfolio performance.
• Stay on top of advancements in the machine learning space to utilize across a range of market and alternative datasets
• Contribute to the firm's intellectual capital through the publication of research papers and participation in academic conferences.

Requirements:

• PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or a related discipline from a leading academic institution.
• Strong background in quantitative research, with expertise in statistical analysis, machine learning, and data analysis.
• Proficiency in programming languages such as Python or C++.
• Excellent problem-solving skills and the ability to think analytically and creatively.
• Strong communication skills and the ability to work collaboratively in a fast-paced environment.
• Prior experience in systematic trading or quantitative finance is highly desirable.